A novel numerical approach based on shifted second‐kind Chebyshev polynomials for solving stochastic Itô–Volterra integral equation of Abel type with weakly singular kernel

DOI10.1002/mma.9302OpenAlexW4367180930MaRDI QIDQ6185419

Santanu Saha Ray, Reema Gupta

Publication date: 8 January 2024

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.9302

zbMATH Keywords

convergence analysiscollocation methodBrownian motionItô integralerror analysisChebyshev polynomialstochastic Itô-Volterra integral equation

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05)

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